Title :
Multiple frequency estimation in additive and multiplicative colored noises
Author :
Coulon, Martial ; Tourneret, Jean-Yves
Author_Institution :
ENSEEIHT, Toulouse, France
Abstract :
This paper addresses the problem of estimating sinusoidal frequencies in additive and multiplicative colored noises. Specific Yule-Walker equations yield second-order statistic-based estimates. The frequency estimates are shown to be asymptotically normally distributed. Their asymptotic covariance is derived
Keywords :
frequency estimation; noise; normal distribution; signal processing; statistical analysis; AR parameter estimation; Yule-Walker equations; additive colored noise; asymptotic covariance; asymptotically normally distributed estimates; multiple frequency estimation; multiplicative colored noise; second-order statistic-based estimates; signal processing; sinusoidal frequencies; Additive noise; Colored noise; Equations; Frequency estimation; Higher order statistics; Noise measurement; Parameter estimation; Pollution measurement; Signal processing; Yield estimation;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1999. Proceedings., 1999 IEEE International Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5041-3
DOI :
10.1109/ICASSP.1999.756287
